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FAIR VALUE MEASUREMENTS (DETAILS 3) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2016
Dec. 31, 2015
Total Liabilities [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance $ 10,937 $ 15,288
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings 1,862 (3,208)
Included in OCI 0 0
Purchases 2,723 4,795
Sales 0 0
Settlements/ Distributions (9,022) (5,938)
Closing Balance 6,500 10,937
Change in unrealized investment gain/(loss) relating to liabilities held at the reporting date (654) 8,337
Fixed Maturities [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 49,440 73,631
Transfers into Level 3 5,733 5,072
Transfers out of Level 3 (7,471) (57,756)
Included in earnings (1,037) (49)
Included in OCI 187 (457)
Purchases 66,679 39,225
Sales (4,371) (1,723)
Settlements/ Distributions (12,760) (8,503)
Closing Balance 96,400 49,440
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 0 0
Other Investments [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 27,257 37,046
Transfers into Level 3 36,378 0
Transfers out of Level 3 0 0
Included in earnings 16,713 3,705
Included in OCI 0 0
Purchases 44,405 0
Sales 0 0
Settlements/ Distributions (21,911) (13,494)
Closing Balance 102,842 27,257
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 16,713 3,705
Other Assets [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 29,320 111
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings 6,870 2,480
Included in OCI 0 0
Purchases 1,289 26,865
Sales 0 0
Settlements/ Distributions (9,924) (136)
Closing Balance 27,555 29,320
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 1,298 3,505
Total Assets [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 106,017 110,788
Transfers into Level 3 42,111 5,072
Transfers out of Level 3 (7,471) (57,756)
Included in earnings 22,546 6,136
Included in OCI 187 (457)
Purchases 112,373 66,090
Sales (4,371) (1,723)
Settlements/ Distributions (44,595) (22,133)
Closing Balance 226,797 106,017
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 18,011 7,210
Corporate Debt [Member] | Fixed Maturities [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 38,518 15,837
Transfers into Level 3 5,733 0
Transfers out of Level 3 (4,955) (7,903)
Included in earnings (1,037) (49)
Included in OCI 1,296 88
Purchases 48,298 39,225
Sales (4,371) (1,723)
Settlements/ Distributions (7,607) (6,957)
Closing Balance 75,875 38,518
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 0 0
CMBS [Member] | Fixed Maturities [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 10,922 17,763
Transfers into Level 3 0 5,072
Transfers out of Level 3 (2,516) (9,902)
Included in earnings 0 0
Included in OCI (192) (647)
Purchases 0 0
Sales 0 0
Settlements/ Distributions (5,153) (1,364)
Closing Balance 3,061 10,922
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 0 0
ABS [Member] | Fixed Maturities [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 0 40,031
Transfers into Level 3 0 0
Transfers out of Level 3 0 (39,951)
Included in earnings 0 0
Included in OCI (917) 102
Purchases 18,381 0
Sales 0 0
Settlements/ Distributions 0 (182)
Closing Balance 17,464 0
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 0 0
Other Privately Held Investments [Member] | Other Investments [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 0 0
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings (2,263) 0
Included in OCI 0 0
Purchases 44,405 0
Sales 0 0
Settlements/ Distributions 0 0
Closing Balance 42,142 0
Change in unrealized investment gain/(loss) relating to assets held at the reporting date (2,263) 0
CLO-Equities [Member] | Other Investments [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 27,257 37,046
Transfers into Level 3 36,378 0
Transfers out of Level 3 0 0
Included in earnings 18,976 3,705
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ Distributions (21,911) (13,494)
Closing Balance 60,700 27,257
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 18,976 3,705
Derivative [Member] | Other Liabilities [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 10,937 15,288
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings 1,862 (3,208)
Included in OCI 0 0
Purchases 2,723 4,795
Sales 0 0
Settlements/ Distributions (9,022) (5,938)
Closing Balance 6,500 10,937
Change in unrealized investment gain/(loss) relating to liabilities held at the reporting date (654) 8,337
Derivative [Member] | Other Assets [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 4,395 111
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings 6,772 2,555
Included in OCI 0 0
Purchases 1,289 1,865
Sales 0 0
Settlements/ Distributions (9,924) (136)
Closing Balance 2,532 4,395
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 1,200 3,580
Insurance-linked Securities [Member] | Other Assets [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 24,925 0
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings 98 (75)
Included in OCI 0 0
Purchases 0 25,000
Sales 0 0
Settlements/ Distributions 0 0
Closing Balance 25,023 24,925
Change in unrealized investment gain/(loss) relating to assets held at the reporting date $ 98 $ (75)